All saves are in the installation folder. If you're backing up, don't forget the ships folder! Saves from Windows version can also be used in OS X and Linux versions. Using saves from different versions (for instance, 0.19 save in a 0.20 version) may cause some issues, such as objects from the old save clipping through ground. Version 0.21 introduced a new save game patcher that will try to patch older save games in order to correct such issues. To use it, simply place the old save in the new saves folder. When you try to load the old save, a pop up will appear asking if you wish to patch the save.